I don't have any specific studies, but I have read about human cognitive biases in general (Thinking Fast and Slow, Freakonomics), have talked to pregnant women going through the interview process, and have myself interviewed as a pregnant woman over the past couple years. I've also read countless forums (Corporette posts[1], the excellent Ask A Manager[2] blog, Laurie Ruettimann [3] that talk specifically about workplace psychology in a non-clinical way.
The hiring manager likes to think they are not biased, but they always are, in the same way all humans are. Be it by names in resumes [4], or because employees experience a "cultural mismatch", we are imperfect as humans and will judge a person just as much as we judge credentials or resumes.
The best hiring managers will recognize that this is a Thing That Exists and try to actively overcome these biases. But the world is not made up of best hiring managers. It is made up of people who may or may not assume that because you are pregnant you will not do as much work, or they don't want to give you leave or deal with FMLA, or they don't want to deal with you potentially not coming back after your leave is over.
This is a constant fear for women, this fear of being judged on our childbearing potential, and comes up over and over again in both motherhood forums and professional work forums, as well as more recently in the national conversation with the likes of Lean In, Anna Marie Slaughter, and others.
I've had conversations with women who are worried that they should remove their engagement and wedding ring in case the employer sees it and assumes the woman is newly married and wants to have children right away, ruining the amount of time she might put into the career. Other women are terrified of losing their jobs after coming back from a maternity leave where men or non-pregnant coworkers handle all of the business and they suddenly feel they are not needed.
To anyone unfamiliar with how hiring and workplace psychology work, these concerns seem far-fetched. To many women working today, they are an unfortunate reality, although one that doesn't exist everywhere and is starting to shift, hopefully, with things like an increasing number of more flexible parental leave policies.
So, don't mention anything until you're far along enough in the process that it's time for both parties to evaluate whether they want to work with each other (i.e. the offer stage). Then it's 100% worth putting on the table.
[1]http://corporette.com/
[2]http://www.askamanager.org/
[3] http://laurieruettimann.com/
[4]http://freakonomics.com/2013/04/08/how-much-does-your-name-m...